Regression and Time Series Model Selection

Format Post in Mathematics

Shared By Guest

Describes procedures for selecting a model from a large set of competing statistical models. The Author of this Book is The text includes: model-selection techniques for univariate and multivariate regression models; univariate and multivariate autoregressive models; nonparametric (including wavelets) and semi-parametric models; and quasi-likelihood and robust regression models. Array ISBN . Information-based model-selection criteria are discussed, and small-sample and asymptotic properties are presented. Regression and Time Series Model Selection available in English. The book also provides examples and large-scale simulation studies comparing the performances of information-based model-selection criteria, bootstrapping and cross-validation selection methods over a range of models.

Regression and Time Series Model Selection

You should be logged in to Download this Document. Membership is Required. Register here

Comments (0)

Currently,no comments for this book!